The Model Confidence Set (Q153516): Difference between revisions

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Property / DOI: 10.3982/ECTA5771 / rank
 
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27 April 2011
Timestamp+2011-04-27T00:00:00Z
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Property / publication date: 27 April 2011 / rank
 
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The Model Confidence Set (English)
Property / title: The Model Confidence Set (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1210.62030 / rank
 
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Property / author
 
Property / author: Peter Reinhard Hansen / rank
 
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Property / author
 
Property / author: Asger Lunde / rank
 
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Property / author
 
Property / author: James M. Nason / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F25 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C60 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 5881554 / rank
 
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Property / zbMATH Keywords
 
model confidence set
Property / zbMATH Keywords: model confidence set / rank
 
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Property / zbMATH Keywords
 
model selection
Property / zbMATH Keywords: model selection / rank
 
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forecasting
Property / zbMATH Keywords: forecasting / rank
 
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multiple comparisons
Property / zbMATH Keywords: multiple comparisons / rank
 
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Revision as of 14:29, 1 September 2023

scientific article
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English
The Model Confidence Set
scientific article

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    79
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    453-497
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    2011
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    27 April 2011
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    The Model Confidence Set (English)
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    model confidence set
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    model selection
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    forecasting
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    multiple comparisons
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